Abstract
We obtain exact expressions for the moments of single order statistics from a standard Cauchy distribution. These are expressed as linear combinations of Riemann zeta functions. Using these and numerical integration methods, means of order statistics from samples of sizes upto 25 have been tabulated. Second order moments and variances are then obtained by applying the recurrence relation given by Barnett (1966). They are also tabulated. Finally, we obtain expressions for product moments in terms of means of order statistics and Riemann zeta functions.
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© 1996 Springer-Verlag New York, Inc.
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Joshi, P.C., Chakraborty, S. (1996). Moments of Cauchy Order Statistics via Riemann Zeta Functions. In: Nagaraja, H.N., Sen, P.K., Morrison, D.F. (eds) Statistical Theory and Applications. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3990-1_11
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DOI: https://doi.org/10.1007/978-1-4612-3990-1_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8462-8
Online ISBN: 978-1-4612-3990-1
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